+142.5%
XLC vs BIDU
-61.8%
+204.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.9% |
| 7D | -0.8% | +2.4% | -3.3% | -1.3% |
| 30D | +1.0% | -10.5% | +11.5% | +2.9% |
| 3M | -0.7% | -26.2% | +25.5% | +4.5% |
| 6M | -5.1% | -16.4% | +11.3% | -3.0% |
| YTD | -4.3% | -23.9% | +19.6% | -1.0% |
| 1Y | -0.6% | +1.3% | -1.8% | -3.8% |
| 3Y | +72.7% | -32.1% | +104.8% | +76.3% |
| 5Y | +38.0% | -39.0% | +77.0% | +36.6% |
| All | +142.5% | -61.8% | +204.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling